Anic Equity¶

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Total return since start: 0.616 %¶

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Equity now: -----------------------------> 49368.05 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43434.66 Kr¶

PnL: ---------------------------------------> -1440.92 Kr¶

DD now: ---------------------------------> -7.064 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-22 17:15:23.555367'

Anic Portfolio¶

Today¶

Return: 0.303 %¶

This Week¶

Return: -2.726 %¶

Total portfolio value¶

Return including deposits: 61.618 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 -1.480000 1524.910000 101.910000 7.160000 1423.000014
Hennes & Mauritz B 6 1.770000 933.120000 21.120000 2.320000 912.000000
Nederman Holding 1 1.460000 209.000000 10.000000 5.030000 199.000000
JM 7 2.560000 954.800000 4.800000 0.510000 950.000002
INVISIO 15 0.000000 3570.000000 -2.000000 -0.060000 3571.999995
Atrium Ljungberg B 5 -0.500000 899.000000 -5.000000 -0.550000 904.000000
Eastnine 6 -0.730000 650.400000 -6.600000 -1.000000 657.000000
Profoto Holding 7 -0.730000 572.600000 -9.400000 -1.620000 581.999999
ASSA ABLOY B 4 -0.530000 983.600000 -9.400000 -0.950000 993.000000
BioGaia B 8 -1.150000 890.400000 -13.600000 -1.500000 904.000000
Bufab 3 0.340000 1062.000000 -14.000000 -1.300000 1076.000001
Biotage 1 -1.430000 131.100000 -17.900000 -12.010000 149.000000
Creaspac SPAC 40 -0.100000 3812.000000 -22.000000 -0.570000 3834.000000
AcadeMedia 20 -1.200000 954.400000 -23.600000 -2.410000 978.000000
OX2 12 -0.740000 884.400000 -24.600000 -2.710000 909.000000
Vitrolife 3 -0.910000 652.200000 -24.800000 -3.660000 677.000001
Alimak Group 12 -0.370000 979.200000 -27.800000 -2.760000 1007.000004
Hexatronic Group 15 0.090000 1042.200000 -28.800000 -2.690000 1071.000000
Investor B 3 -0.380000 626.400000 -31.600000 -4.800000 657.999999
Latour B 4 -0.770000 823.200000 -32.800000 -3.830000 856.000000
Sandvik 4 -0.830000 815.200000 -32.800000 -3.870000 848.000000
Addnode Group B 7 -0.640000 867.300000 -37.700000 -4.170000 904.999998
EQT 4 0.920000 835.200000 -37.800000 -4.330000 873.000000
Platzer Fastigheter Holding B 12 0.400000 913.200000 -37.800000 -3.970000 951.000000
Hoist Finance 36 -0.920000 972.000000 -39.000000 -3.860000 1010.999988
Vitec Software Group B 2 -1.020000 1065.000000 -39.000000 -3.530000 1104.000000
Byggmax Group 33 -0.710000 927.960000 -39.040000 -4.040000 966.999990
SKF B 5 -0.480000 940.000000 -40.000000 -4.080000 980.000000
Sagax B 4 -1.360000 844.000000 -41.000000 -4.630000 885.000000
Gränges 10 -2.160000 997.000000 -42.000000 -4.040000 1039.000000
Sagax A 4 -0.470000 844.000000 -42.000000 -4.740000 886.000000
Catena 2 -0.100000 762.000000 -44.000000 -5.460000 806.000000
HEXPOL B 8 0.810000 894.400000 -62.600000 -6.540000 957.000000
Orrön Energy 170 -2.020000 1935.450000 -110.550000 -5.400000 2045.999980
Hexagon B 26 -0.930000 3307.200000 -112.800000 -3.300000 3420.000012
VEF 788 -0.180000 1765.120000 -137.880000 -7.250000 1903.000300
Sedana Medical 93 1.310000 2594.700000 -388.880000 -13.030000 2983.577733
TOTAL 43434.660000 -1440.920000 -7.06377% 44875.578016

Updated:¶

'2023-06-22 17:15:40.299067'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶